Kolmogorov equations
= Kolmogorov equations
{c}
{wiki}
For a finite-state <continuous-time Markov chain> with <Q-matrix> $Q$, the backward and forward equations are $P'(t)=QP(t)$ and $P'(t)=P(t)Q$, respectively.
= Kolmogorov equations
{c}
{wiki}
For a finite-state <continuous-time Markov chain> with <Q-matrix> $Q$, the backward and forward equations are $P'(t)=QP(t)$ and $P'(t)=P(t)Q$, respectively.